But, for backtesting purposes, you should know that the first trading signal executed has "priority". Since there's a possibility of limit and stop entries on the same bar, it would be better to write your logic like this, giving the first order "priority".

CODE:Please log in to see this code.

Because of the lack of resolution in a "bar", you simply have to pick which order has priority for backtesting.

On the topic of active trading... There's no way to submit a bracketed OCO order for a new position? Is this a Wealth Lab or Fidelity restriction...? It would only work on a sell/cover? Is there any other command I can use to specify OCO order?

To expand, you can't just arbitrarily "switch" from 60-minute bars to 1-minute bars. Sure, the Strategy may run fine, but the results will be significantly different if your indicators are based on the base scale.

The idea could be to always use 1-minute bars, but rescale to create the 60-min indicators. In this way you could trade on 1-minute intervals. Some logic could be based on the 60-min indicators and simultaneously use other logic that makes decisions more quickly on the 1-minute scale.

Very quick example - run in a 1-min scale and increase your starting data range by a factor of 60. In other words, if you needed 100 60-min bars, you'll now need 6000 1-min bars minimum.

We sent an Verification
Code to your email address. If you don't receive this code within the next 5 minutes.
Please click here to
request a new code.
New Verification Code sent. Please check your Inbox.Please enter your Email to receive a new Verification Code